The burgeoning field of data analysis is expanding at an incredible pace due to the proliferation of data collection in almost every area of science. The enormous data sets now routinely encountered in the sciences provide an incentive to develop mathematical techniques and computational algorithms that help synthesize, interpret and give meaning to the data in the context of its scientific setting. A specific aim of this book is to integrate standard scientific computing methods with data analysis. By doing so, it brings together, in a self-consistent fashion, the key ideas from: * statistics, * time-frequency analysis, and * low-dimensional reductions The blend of these ideas provides meaningful insight into the data sets one is faced with in every scientific subject today, including those generated from complex dynamical systems. This is a particularly exciting field and much of the final part of the book is driven by intuitive examples from it, showing how the three areas can be

Author Biography - J. Nathan Kutz

Professor Kutz is the Robert Bolles and Yasuko Endo Professor of Applied Mathematics at the University of Washington. Prof. Kutz was awarded the B.S. in physics and mathematics from the University of Washington (Seattle, WA) in 1990 and the PhD in Applied Mathematics from Northwestern University (Evanston, IL) in 1994. He joined the Department of Applied Mathematics, University of Washington in 1998 and became Chair in 2007. Professor Kutz is especially interested in a unified approach to applied mathematics that includes modeling, computation and analysis. His area of current interest concerns phenomena in complex systems and data analysis (dimensionality reduction, compressive sensing, machine learning), neuroscience (neuro-sensory systems, networks of neurons), and the optical sciences (laser dynamics and modelocking, solitons, pattern formation in nonlinear optics).